Schmock, Uwe

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Profile Profil

Prefix title Titel (vorangestellt)
Univ.Prof. Dipl.-Math. Dr.rer.nat.
 
Full name Familienname, Vorname
Schmock, Uwe
 
Main Affiliation Organisationszuordnung
 
ORCID

Contributing Publications Mitbeteiligte Publikationen

Results 1-10 of 10 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Theory of distribution-constrained optimization problems.pdf.jpgElgert, Christiane Theory of distribution-constrained optimization problemsThesis Hochschulschrift2019
2Refined Doob inequalities for -integrable submartingales and intertemporal risk constraints.pdf.jpgRiederer, Katharina Daria Refined Doob inequalities for σ-integrable submartingales and intertemporal risk constraintsThesis Hochschulschrift2019
3Multivariate extremes and dependence structures a theoretical background for modelling.pdf.jpgHeiny, Johannes Multivariate extremes and dependence structures; a theoretical background for modellingThesis Hochschulschrift2013
4Interest rate modeling and optimal trading portfolios with dependence and partial information.pdf.jpgAltay, Sühan Interest rate modeling and optimal trading portfolios with dependence and partial informationThesis Hochschulschrift2018
5Extended creditRisk with guarantees.pdf.jpgFabrykowski, Lukas Extended creditRisk+ with guaranteesThesis Hochschulschrift2017
6Elements of Large Deviations Theory for Banach-Space-Valued Brownian Motion and Ciesielskis Isomorphism in Weighted Hlder Spaces.pdf.jpgArandjelovic, Aleksandar Elements of Large Deviations Theory for Banach-Space-Valued Brownian Motion and Ciesielski’s Isomorphism in Weighted Hölder SpacesThesis Hochschulschrift2020
7Derivation of an Austrian annuity valuation table for the pension insurance.pdf.jpgSchubert, Alexander Derivation of an Austrian annuity valuation table for the pension insuranceThesis Hochschulschrift2015
8Central and non-central limit theorems.pdf.jpgPorkert, Piet Nikolaus Central and non-central limit theoremsThesis Hochschulschrift2016
9Anwendung adaptierter Abhaengigkeit bei der fondsgebundenen Lebensversicherung.pdf.jpgSpacsenko, Julija Vlagyimirovna Anwendung adaptierter Abhängigkeit bei der fondsgebundenen LebensversicherungThesis Hochschulschrift2015
10Aggregation ganzzahliger Risiken mit Copula-induzierter Abhaengigkeitsstruktur.pdf.jpgSchmidt, Martin Aggregation ganzzahliger Risiken mit Copula-induzierter AbhängigkeitsstrukturThesis Hochschulschrift2019

Projects Projekte


Results 1-12 of 12 (Search time: 0.001 seconds).

TitleP-InvestigatorProject Status
Advanced Mathematical Methods for FinanceSchmock, UweCLOSED
Christian Doppler Laboratory for Portfolio Risk Management (PRisMa Lab)Schmock, UweCLOSED
Coherent Yield Curve Scenario GenerationSchmock, UweCLOSED
Dependence Modeling for Credit Spreads and Interest Rate Term StructuresSchmock, UweCLOSED
Dumping ground hazards and sediments after floodings - risk analysis and minimisation (GEDES)Schmock, UweCLOSED
Efficient and Numerically Stable Implementation of CreditRisk+Schmock, UweCLOSED
Extension of CreditRisk+Schmock, UweCLOSED
Leasing residual value calculatorSchmock, UweCLOSED
Mathematics and Credit RiskSchmock, UweCLOSED
Mathematics of Financial Risk Measurement and Stochastic DependenceSchmock, UweCLOSED
Pricing, Hedging and Risk Minimization for Unit-Linked Life Insurance ProductsSchmock, UweCLOSED
Social economic modelSchmock, UweCLOSED